The threat was called in to the school at about 9.30 a.m., Lieutenant Brian McCauley said.
Students were evacuated and taken to a nearby school where they will be reunited with their parents.
Lt. Brian McCauley said the school building and grounds were checked and no evidence of danger was found.
The school shares the name of the neighbouring school in Newtown, where Adam Lanza shot and killed 20 children and six adults in December 2012.
Survivors were eventually transferred to the school in Monroe.
Sandy Hook Elementary in Newtown was demolished in October 2013.
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